+280.6%
XME vs CPB
-40.1%
+320.7%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +0.7% |
| 7D | +1.5% | -4.1% | +5.6% | +1.8% |
| 30D | -7.3% | +16.9% | -24.2% | -8.4% |
| 3M | -17.4% | -0.6% | -16.9% | -17.4% |
| 6M | -21.8% | +11.4% | -33.2% | -22.7% |
| YTD | -6.0% | -14.8% | +8.9% | -4.9% |
| 1Y | +3.8% | -24.8% | +28.6% | +6.3% |
| 3Y | +100.0% | -36.6% | +136.6% | +106.0% |
| 5Y | +116.1% | -33.3% | +149.4% | +119.8% |
| 10Y | +280.6% | -40.4% | +321.0% | +273.6% |
| All | +280.6% | -40.1% | +320.7% | +273.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CPB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling